+12.6%
GTLB vs GDDY
-11.8%
+24.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -1.7% |
| 7D | -9.7% | +11.1% | -20.7% | -13.9% |
| 30D | +1.7% | +18.6% | -16.9% | -6.3% |
| 3M | +43.6% | +32.8% | +10.7% | +24.9% |
| 6M | +113.0% | +34.0% | +78.9% | +78.0% |
| YTD | +39.5% | -4.6% | +44.2% | +32.2% |
| 1Y | +12.6% | -12.5% | +25.1% | +5.5% |
| All | +12.6% | -11.8% | +24.4% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GDDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling